Mathematics – Optimization and Control
Scientific paper
2010-11-09
Mathematics
Optimization and Control
9 pages, 1 table
Scientific paper
In this paper we develop an algorithm to optimise a nonlinear utility function of multiple objectives over the integer efficient set. Our approach is based on identifying and updating bounds on the individual objectives as well as the optimal utility value. This is done using already known solutions, linear programming relaxations, utility function inversion, and integer programming. We develop a general optimisation algorithm for use with k objectives, and we illustrate our approach using a tri-objective integer programming problem.
Azizoğlu Meral
Burton Benjamin A.
Ozlen Melih
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